Mexico City (CNN) -- Jorge Hank Rhon, the former Tijuana mayor who was ordered released from prison Tuesday because of lack of evidence on illegal weapons allegations, was immediately detained by state authorities.

The state authorities are holding him for questioning in relation to two killings allegedly committed with weapons found in his mansion, Hank Rhon's attorney told CNN.

Hank Rhon, a successful businessman, was arrested June 4 with 10 others in the northwestern border city of Tijuana on suspicion of illegal weapons possession.

A judge on Tuesday ordered his release for lack of evidence in the federal case. But state authorities started their investigation into Hank Rhon immediately after he was released.

He was being held in a hotel in Tijuana, said the attorney, Carlos Barboza. It was unknown for how long his detention may last.

Officials said they found 88 guns, a gas grenade and ammunition at a home owned by Hank Rhon.

Hank Rhon, 55, is the owner of a soccer team and a chain of casinos, and was the mayor of Tijuana between 2004 and 2007.

He is the son of Carlos Hank Gonzalez, a major player in the Institutional Revolutionary Party, which ruled Mexico for some 70 years and is now an opposition group.

In a statement, the federal attorney general's office said it will work to overturn the ruling that set Hank Rhon free from federal custody.

"The attorney general's office renews its commitment to ensure the strict application of the law, exhausting legal proceedings for compliance, always with respect for human rights, as well as the procedures and powers set out in our legal system," the statement said.